+404.3%
META vs AG
+89.9%
+314.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -0.8% | +6.3% | -7.1% | -1.3% |
| 30D | -15.4% | -8.9% | -6.5% | -14.8% |
| 3M | +3.5% | -12.2% | +15.7% | +4.3% |
| 6M | -0.3% | -28.3% | +28.0% | +1.8% |
| YTD | -7.3% | -8.8% | +1.5% | -8.2% |
| 1Y | -1.1% | +39.4% | -40.4% | -5.7% |
| 3Y | +95.1% | +229.4% | -134.4% | +66.6% |
| 5Y | +80.6% | +14.5% | +66.0% | +64.1% |
| All | +404.3% | +89.9% | +314.4% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling